You can use Import of teh database functionality to take the back up. This will store the DB scheema+ data as a blob. Using this blob and export wizard you can restore the another DB with same scheema and data.
There are several other options to programmatically export our database from Azure using Data-Tier Application Framework (DACFx) technology. First, create a copy of your database then export your database. For a larger database, option 1
will provide support for retries, we are improving retry logic for options 2 & 3.